+17.0%
O vs IWF
+73.6%
-56.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +1.5% | -2.0% | -0.9% |
| 30D | -2.0% | -1.3% | -0.7% | -1.7% |
| 3M | +3.0% | +0.1% | +2.9% | +2.8% |
| 6M | -3.6% | +10.3% | -13.9% | -6.2% |
| YTD | +12.1% | +4.2% | +7.9% | +10.6% |
| 1Y | +8.9% | +9.3% | -0.4% | +6.0% |
| 3Y | +30.3% | +79.3% | -49.0% | +5.2% |
| All | +17.0% | +73.6% | -56.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling